Hi,

I'm running a model in which I have a two-arm treatment and a covariate interaction. The model is of the form:
Code:
reghdfe dv i.treatment##c.outlets_in_market, cluster(id) a(id state##year)
Is the correct way to text for multiple covariate interactions interacting the treatment with the other covariates in the following format- and then conducting an F-test?
Code:
reghdfe dv i.treatment##c.outlets_in_market, i.treatment##covariate2 cluster(id) a(id state##year)